NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
1.784 |
1.832 |
0.048 |
2.7% |
1.952 |
| High |
1.844 |
1.848 |
0.004 |
0.2% |
1.963 |
| Low |
1.767 |
1.773 |
0.006 |
0.3% |
1.794 |
| Close |
1.821 |
1.782 |
-0.039 |
-2.1% |
1.804 |
| Range |
0.077 |
0.075 |
-0.002 |
-2.6% |
0.169 |
| ATR |
0.097 |
0.096 |
-0.002 |
-1.6% |
0.000 |
| Volume |
92,455 |
54,649 |
-37,806 |
-40.9% |
499,439 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.026 |
1.979 |
1.823 |
|
| R3 |
1.951 |
1.904 |
1.803 |
|
| R2 |
1.876 |
1.876 |
1.796 |
|
| R1 |
1.829 |
1.829 |
1.789 |
1.815 |
| PP |
1.801 |
1.801 |
1.801 |
1.794 |
| S1 |
1.754 |
1.754 |
1.775 |
1.740 |
| S2 |
1.726 |
1.726 |
1.768 |
|
| S3 |
1.651 |
1.679 |
1.761 |
|
| S4 |
1.576 |
1.604 |
1.741 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.361 |
2.251 |
1.897 |
|
| R3 |
2.192 |
2.082 |
1.850 |
|
| R2 |
2.023 |
2.023 |
1.835 |
|
| R1 |
1.913 |
1.913 |
1.819 |
1.884 |
| PP |
1.854 |
1.854 |
1.854 |
1.839 |
| S1 |
1.744 |
1.744 |
1.789 |
1.715 |
| S2 |
1.685 |
1.685 |
1.773 |
|
| S3 |
1.516 |
1.575 |
1.758 |
|
| S4 |
1.347 |
1.406 |
1.711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.960 |
1.767 |
0.193 |
10.8% |
0.080 |
4.5% |
8% |
False |
False |
102,161 |
| 10 |
2.134 |
1.767 |
0.367 |
20.6% |
0.083 |
4.7% |
4% |
False |
False |
120,400 |
| 20 |
2.315 |
1.767 |
0.548 |
30.8% |
0.092 |
5.2% |
3% |
False |
False |
143,894 |
| 40 |
2.493 |
1.767 |
0.726 |
40.7% |
0.099 |
5.5% |
2% |
False |
False |
109,678 |
| 60 |
2.493 |
1.767 |
0.726 |
40.7% |
0.091 |
5.1% |
2% |
False |
False |
90,688 |
| 80 |
2.631 |
1.767 |
0.864 |
48.5% |
0.090 |
5.0% |
2% |
False |
False |
75,909 |
| 100 |
2.887 |
1.767 |
1.120 |
62.9% |
0.084 |
4.7% |
1% |
False |
False |
65,223 |
| 120 |
3.062 |
1.767 |
1.295 |
72.7% |
0.078 |
4.4% |
1% |
False |
False |
56,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.167 |
|
2.618 |
2.044 |
|
1.618 |
1.969 |
|
1.000 |
1.923 |
|
0.618 |
1.894 |
|
HIGH |
1.848 |
|
0.618 |
1.819 |
|
0.500 |
1.811 |
|
0.382 |
1.802 |
|
LOW |
1.773 |
|
0.618 |
1.727 |
|
1.000 |
1.698 |
|
1.618 |
1.652 |
|
2.618 |
1.577 |
|
4.250 |
1.454 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.811 |
1.819 |
| PP |
1.801 |
1.806 |
| S1 |
1.792 |
1.794 |
|